Fix dG for QP (#188)

* Fix dG for QP

* Fix tests

* Fix test

Author: blegat

src/quadratic_diff.jl

@@ -596,5 +596,5 @@ function _get_dA(b_cache::QPForwBackCache, g_cache::QPCache, ci::CI{F,S}
     λ = g_cache.inequality_duals
     dλ = b_cache.dλ
     l = _neg_if_gt(λ[i], S)
-    return lazy_combination(+, l * dλ[i], z, l * λ[i], dz)
+    return lazy_combination(+, l * dλ[i], z, l, dz)
 end

test/jump.jl

@@ -190,16 +190,13 @@ end
     @test moi_function(MOI.get(model, DiffOpt.BackwardOutObjective())) ≈ moi_function(expected)  atol=ATOL rtol=RTOL
 
     dh = [0.35714284; 0.4285714]
-    # This ws already broken
-    # @test_broken dl_dG ≈ [0.05102035   0.30612245  0.255102;
-    #                0.06122443   0.36734694  0.3061224] atol=ATOL rtol=RTOL
     dG = -[0.05102035   0.30612245  0.255102;
            0.06122443   0.36734694  0.3061224]
     for (j,jc) in enumerate([c1, c2])
         grad = MOI.get(model, DiffOpt.BackwardOutConstraint(), jc)
         @test JuMP.constant(grad) ≈ -dh[j] atol=ATOL rtol=RTOL
         for (i,iv) in enumerate(z)
-            @test_broken JuMP.coefficient(grad, iv) ≈ dG[j,i] atol=ATOL rtol=RTOL
+            @test JuMP.coefficient(grad, iv) ≈ dG[j,i] atol=ATOL rtol=RTOL
         end
     end
 end

test/moi_wrapper.jl

@@ -182,8 +182,8 @@ end
           -0.11224488  0.07653058 -0.06122449]
     dq = [-0.2142857,  0.21428567, -0.07142857]
 
-    dG = [0.09476022 0.26239144 0.26968323
-          0.08743854 0.34111495 0.31484575]
+    dG = [0.05102692 0.30612244 0.25510856
+          0.06120519 0.36734693 0.30610315]
     dh = [-0.35714284; -0.4285714]
 
     qp_test_with_solutions(

test/utils.jl

@@ -194,7 +194,7 @@ function qp_test(
         @_test(-dhb ./ λ, ∇λb)
     end
     if ∇λb !== nothing
-        @_test(Diagonal(λ) * (∇λb * z' + λ * ∇zb'), dGb)
+        @_test(Diagonal(λ) * ∇λb * z' + λ * ∇zb', dGb)
     end
 
     # Test against [AK17, eq. (7)]